Mid-session IV Report October 21, 2022

Mid-session IV Report October 21, 2022

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By this often over looked information.

Option IV increases: TWTR AUPH TMF DLTR TBT ARCC YCS

Popular stocks with increasing volume: PFE XOM VZ NIO PBR SLB

iShares MSCI Brazil (EWZ) October weekly call option implied volatility is at 58, November is at 54; compared to its 52-week range of 29 to 54 into Brazil’s presidential elections. Call put ratio 6 calls to 1 put with focus on November 36 and 39 calls.

Petrobras (PBR) 30-day option implied volatility is at 90; compared to its 52-week range of 37 to 109 into Brazil’s presidential elections. Call put ratio 3.2 calls to 1 put.

Option IV into quarter results.

Alphabet (GOOGL) October weekly call option implied volatility is at 62, November is at 45; compared to its 52-week range of 20 to 41 into the expected release of quarter results after the bell on October 25.

Microsoft (MSFT) October weekly call option implied volatility is at 52, November is at 42; compared to its 52-week range of 18 to 47 into the expected release of quarter results after the bell on October 25.

Visa (V) October weekly call option implied volatility is at 48, November is at 40; compared to its 52-week range of 22 to 43 into the expected release of quarter results after the bell on October 25.

Coca-Cola (KO) October weekly call option implied volatility is at 33, November is at 30; compared to its 52-week range of 13 to 28 into the expected release of quarter results before the bell on October 25.

United Parcel (UPS) October weekly call option implied volatility is at 70, November is at 45; compared to its 52-week range of 21 to 47 into the expected release of quarter results before the bell on October 25.

General Electric (GE) October weekly call option implied volatility is at 59, November is at 42; compared to its 52-week range of 27 to 48 into the expected release of quarter results before the bell on October 25.

General Motors (GM) October weekly call option implied volatility is at 59, November is at 55; compared to its 52-week range of 29 to 60 into the expected release of quarter results before the bell on October 25. Call put ratio 2.9 calls to 1 put.

Chipotle (CMG) October weekly call option implied volatility is at 73, November is at 51; compared to its 52-week range of 22 to 55 into the expected release of quarter results after the bell on October 25.

Twitter (TWTR) October weekly call option implied volatility is at 100, November is at 70; compared to its 52-week range of 20 to 87 into the expected release of quarter results on October 25. Call put ratio 1 call to 1.4 puts.

Options with decreasing option implied volatility: EVTL CLR SNAP NFLX HCA IBM ISRG LMT PG T JNJ
Increasing unusual option volume: THC ALL XP INDA STAA
Increasing unusual call option volume: ALL XP THC YCS ABCL HBAN
Increasing unusual put option volume: THC OSH TCDA SWN UAA SIVB INDA
Active options: TSLA SNAP AAPL TWTR META AMD NVDA AMZN T NFLX PFE GOOGL XOM VZ BAC GOOG MSFT NIO PBR SLB